CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 09-May-2017

Day Change Summary
	Previous	Current
	08-May-2017	09-May-2017	Change	Change %	Previous Week
Open	0.7326	0.7305	-0.0021	-0.3%	0.7328
High	0.7334	0.7319	-0.0015	-0.2%	0.7338
Low	0.7285	0.7275	-0.0010	-0.1%	0.7254
Close	0.7307	0.7293	-0.0014	-0.2%	0.7312
Range	0.0049	0.0044	-0.0005	-9.3%	0.0084
ATR	0.0049	0.0049	0.0000	-0.8%	0.0000
Volume	71,265	77,846	6,581	9.2%	365,860

Daily Pivots for day following 09-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7427	0.7404	0.7317
R3	0.7383	0.7360	0.7305
R2	0.7339	0.7339	0.7301
R1	0.7316	0.7316	0.7297	0.7306
PP	0.7295	0.7295	0.7295	0.7290
S1	0.7272	0.7272	0.7289	0.7262
S2	0.7251	0.7251	0.7285
S3	0.7207	0.7228	0.7281
S4	0.7163	0.7184	0.7269

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7516	0.7358
R3	0.7469	0.7432	0.7335
R2	0.7385	0.7385	0.7327
R1	0.7348	0.7348	0.7319	0.7325
PP	0.7301	0.7301	0.7301	0.7289
S1	0.7264	0.7264	0.7304	0.7241
S2	0.7217	0.7217	0.7296
S3	0.7133	0.7180	0.7288
S4	0.7049	0.7096	0.7265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7334	0.7254	0.0081	1.1%	0.0050	0.7%	49%	False	False	79,627
10	0.7396	0.7254	0.0143	2.0%	0.0049	0.7%	28%	False	False	78,211
20	0.7569	0.7254	0.0315	4.3%	0.0049	0.7%	13%	False	False	71,790
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	13%	False	False	65,370
60	0.7695	0.7254	0.0442	6.1%	0.0046	0.6%	9%	False	False	48,976
80	0.7723	0.7254	0.0469	6.4%	0.0050	0.7%	8%	False	False	36,796
100	0.7723	0.7254	0.0469	6.4%	0.0052	0.7%	8%	False	False	29,467

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7505
2.618	0.7434
1.618	0.7390
1.000	0.7362
0.618	0.7346
HIGH	0.7319
0.618	0.7302
0.500	0.7297
0.382	0.7291
LOW	0.7275
0.618	0.7247
1.000	0.7231
1.618	0.7203
2.618	0.7159
4.250	0.7088

Fisher Pivots for day following 09-May-2017
Pivot	1 day	3 day
R1	0.7297	0.7294
PP	0.7295	0.7294
S1	0.7294	0.7293

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These figures are updated between 7pm and 10pm EST after a trading day.

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